+57.8%
T vs BIL
+20.3%
+37.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.1% |
| 7D | +2.5% | +0.1% | +2.5% | +2.8% |
| 30D | -3.8% | +0.3% | -4.1% | -2.9% |
| 3M | -8.7% | +1.0% | -9.7% | -7.1% |
| 6M | -8.1% | +1.9% | -10.0% | -4.9% |
| YTD | -6.4% | +3.2% | -9.6% | +0.1% |
| 1Y | -9.8% | +3.7% | -13.5% | -2.1% |
| 3Y | +65.5% | +13.8% | +51.7% | +180.4% |
| All | +57.8% | +20.3% | +37.6% | +330.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BIL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling